Is It Safe To Take Drospirenone Despite Having Common Cold?

Hi, today I went to a Walgreens take care clinic due to my shortness of breath and cough. The NP told me I have a common cold, but I am still concerned. I feel short of breath and like I can t get enough air even though she said my lungs sounded beautiful . But I feel like this isn t a cold. The only thing is common with what I have now and a cold is a cough. I take a birth control containing drospirenone. Should I be concerned about a PE?